Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49156.62 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45095.08 Kr¶

PnL: ---------------------------------------> 39.08 Kr¶

DD now: ---------------------------------> -7.462 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 14:16:11.439336'

Anic Portfolio¶

Today¶

Return: -1.13 %¶

This Week¶

Return: -0.297 %¶

Total portfolio value¶

Return including deposits: 60.926 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.150000 1665.180000 196.180000 13.350000 1468.999998
Orrön Energy 180 -1.880000 2160.900000 117.900000 5.770000 2043.000000
Atrium Ljungberg B 5 0.050000 995.500000 60.500000 6.470000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.340000 1020.250000 40.250000 4.110000 980.000000
Sagax B 4 -0.450000 893.200000 39.200000 4.590000 854.000000
Catena 2 -1.240000 828.400000 36.400000 4.600000 792.000000
Hexatronic Group 12 0.020000 1002.000000 35.000000 3.620000 966.999996
JM 6 -1.130000 892.200000 28.200000 3.260000 864.000000
Sedana Medical 93 -4.330000 2546.340000 25.340000 1.010000 2521.000011
Platzer Fastigheter Holding B 12 -3.650000 982.800000 21.800000 2.270000 960.999996
OX2 13 1.430000 968.500000 18.500000 1.950000 949.999999
Bilia A 8 -0.520000 911.200000 11.200000 1.240000 900.000000
Biotage 7 -0.580000 952.000000 11.000000 1.170000 940.999997
HEXPOL B 9 0.260000 1030.500000 9.500000 0.930000 1020.999996
VEF 909 -2.760000 1856.180000 6.180000 0.330000 1850.000436
Gränges 9 -1.430000 928.800000 0.800000 0.090000 927.999999
BioGaia B 8 -2.100000 930.400000 0.400000 0.040000 930.000000
AcadeMedia 8 -1.380000 400.800000 -1.200000 -0.300000 402.000000
Clas Ohlson B 12 -1.520000 969.000000 -4.000000 -0.410000 972.999996
Byggmax Group 33 -2.310000 951.060000 -4.940000 -0.520000 956.000001
ASSA ABLOY B 3 -1.390000 768.900000 -10.100000 -1.300000 779.000001
EQT 4 -2.250000 817.600000 -14.400000 -1.730000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
Alimak Group 11 -1.920000 900.900000 -27.100000 -2.920000 927.999996
Addnode Group B 11 -0.910000 893.750000 -27.250000 -2.960000 921.000003
SKF B 5 -0.950000 909.500000 -30.500000 -3.240000 940.000000
Indutrade 5 -1.130000 1176.500000 -41.500000 -3.410000 1218.000000
INVISIO 16 0.660000 3640.000000 -49.000000 -1.330000 3689.000000
Latour B 4 -1.230000 806.000000 -51.000000 -5.950000 857.000000
Vitec Software Group B 2 -3.780000 1019.000000 -68.000000 -6.260000 1087.000000
Bufab 3 -1.310000 1036.800000 -72.200000 -6.510000 1109.000001
BHG Group 97 -1.970000 1354.120000 -104.880000 -7.190000 1458.999989
Hexagon B 26 -2.390000 3351.400000 -109.600000 -3.170000 3461.000010
TOTAL 45095.080000 39.080000 -7.46179% 45056.000411

Updated:¶

'2023-07-05 14:16:28.345019'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶